Alpaca API python client

Project description

alpaca-trade-api-python

alpaca-trade-api-python is a python library for the Alpaca trade API. It allows rapid trading algo development easily, with support for the both REST and streaming interfaces. For details of each API behavior, please see the online API document.

Install

$ pip install alpaca-trade-api

Example

In order to call Alpaca's trade API, you need to obtain API key pairs. Replace <key_id> and <secret_key> with what you get from the web console.

REST example

import alpaca_trade_api as tradeapi

api = tradeapi.REST('<key_id>', '<secret_key>')
account = api.get_account()
api.list_positions()

Streaming example

import alpaca_trade_api as tradeapi

conn = tradeapi.StreamConn('<key_id>', '<secret_key>')

# Setup event handlers
@conn.on('authenticated')
def on_auth(conn, stream, msg):
    conn.subscribe([
        'account_updates',
        'trade_updates',
        'quotes/AAPL',
        ])

@conn.on(r'quotes/')
def on_quotes(conn, stream, msg):
    print('quotes', msg)

@conn.on(r'account_updates')
def on_account(conn, stream, msg):
    print('account', msg)

# blocks forever
conn.run()

API Document

The HTTP API document is located in https://docs.alpaca.markets/

Authentication

The Alpaca API requires API key ID and secret key, which you can obtain from the web console after you sign in. You can give them to the initializers of REST or StreamConn as arguments, or set up environment variables as follows.

APCA_API_KEY_ID: key ID
APCA_API_SECRET_KEY: secret key

REST

The REST class is the entry point for the API request. The instance of this class provides all REST API calls such as account, orders, positions, bars, quotes and fundamentals.

Each returned object is wrapped by a subclass of Entity class (or a list of it). This helper class provides property access (the "dot notation") to the json object, backed by the original object stored in the _raw field. It also converts certain types to the appropriate python object.

import alpaca_trade_api as tradeapi

api = tradeapi.REST()
account = api.get_account()
account.status
=> 'ACTIVE'

The Entity class also converts timestamp string field to a pandas.Timestamp object. Its _raw property returns the original raw primitive data unmarshaled from the response JSON text.

When a REST API call sees the 429 status code, this library retries 3 times by default, with 3 seconds apart between each call. These are configurable with the following environment variables.

APCA_MAX_RETRY: the number of subsequent API calls to retry, defaults to 3
APCA_RETRY_WAIT: seconds to wait between each call, defaults to 3

REST.get_account()

Calls GET /account and returns an Account entity.

REST.list_orders(status=None)

Calls GET /orders and returns a list of Order entities.

REST.submit_order(symbol, qty, side, type, time_in_force, limit_price=None, stop_price=None, client_order_id=None)

Calls POST /orders and returns an Order entity.

REST.get_order_by_client_order_id(client_order_id)

Calls GET /orders with client_order_id and returns an Order entity.

REST.get_order(order_id)

Calls GET /orders/{order_id} and returns an Order entity.

REST.cancel_order(order_id)

Calls DELETE /orders/{order_id}.

REST.list_position()

Calls GET /positions and returns a list of Position entities.

REST.get_position(symbol)

Calls GET /positions/{symbol} and returns a Position entity.

REST.list_assets(status=None, asset_class=None)

Calls GET /assets and returns a list of Asset entities.

REST.get_asset(symbol)

Calls GET /assets/{symbol} and returns an Asset entity.

REST.get_clock()

Calls GET /clock and returns a Clock entity.